I am unaware of any fees associated with border crossing, especially for the extremely short time you would be in Mexico. Yes, Mexico doesn't generally recognize US insurance, but it's easy enough to obtain a day's coverage over the Internet. But if all you are doing is driving across the border, obtaining a receipt or taking a photo of your bike on the Mexican side, and driving back into the US, you may decide that you don't need to obtain Mexican insurance.
Ira Agins
Iron Butt Association